There are two main methods for training the weaves (I know there are others, but these are the 2 most often cited). One is to offset the weave poles. You can buy specific equipment for this one. The poles are alternated on either side and there is a pathway between the poles the dog goes through. The poles eventually get closer until the dog naturally weaves through the poles.
The other way is to get a set of poles and just angle them outward to create the pathway. Eventually the poles stand upright. The first method is the more popular one.
Clean Run - Everything for the agility dog is the best resource for agility training out there. I have met many of the people who run this company and they are exceptional. There are books and DVDs at their site specifically for weaves. Just check it out.